On almost sure convergence of the quadratic variation of Brownian motion.

DOI10.1016/S0304-4149(03)00048-6zbMath1075.60563MaRDI QIDQ2574586

Shlomo Levental, Roy V. Erickson

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences

Cites Work

• On almost sure convergence of quadratic Brownian variation
• Sample functions of the Gaussian process
• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
• Convergence of stochastic processes
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On almost sure convergence of the quadratic variation of Brownian motion.